On the Convergence and the Stability of the Parareal Algorithm to Solve Partial Differential Equations

  • Guillaume Bal
Part of the Lecture Notes in Computational Science and Engineering book series (LNCSE, volume 40)


After stating an abstract convergence result for the parareal algorithm used in the parallelization in time of general partial differential equations, we analyze the stability and convergence properties of the algorithm for equations with constant coefficients. We show that suitably damping coarse schemes ensure unconditional stability of the parareal algorithm and analyze how the regularity of the initial condition influences convergence in the absence of sufficient damping.


Parabolic Equation Spatial Discretization Domain Decomposition Method Parareal Scheme Unconditional Stability 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2005

Authors and Affiliations

  • Guillaume Bal
    • 1
  1. 1.APAMColumbia UniversityUSA

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